+134.1%
LLY vs INTU
-27.0%
+161.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -0.7% | +7.1% | -7.8% | -1.7% |
| 30D | +17.9% | +23.0% | -5.1% | +14.3% |
| 3M | +16.8% | +8.7% | +8.1% | +15.2% |
| 6M | +38.4% | -10.1% | +48.5% | +38.9% |
| YTD | +27.6% | -45.7% | +73.3% | +43.5% |
| 1Y | +48.3% | -45.1% | +93.4% | +66.1% |
| All | +134.1% | -27.0% | +161.1% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling